Physically speaking, we fell through them after seeing something reflective back home. I don't know that anybody actually knew how, though, which is in line with how much of the rest of that world was.

[The lack of answers was eternally frustrating.]

They were all in a giant enchanted hall which was part of the Coven, the base of magic study. Apparently they'd been there longer than anyone could remember. When one of us went back home, that person's would break, but that didn't mean they couldn't come back. Sometimes people would be drawn to theirs just to look, and they'd come away with new memories.